Global Multi-Sector Income
Fixed Income Portfolio Characteristics As of 3/31/2022
| Characteristic | Brandywine Global | F3MTB |
| Average Quality1 | BBB | - |
| Average Maturity (Years) | 9.41 | 0.24 |
| Average Modified Duration (Years) | 4.66 | 0.25 |
| Average Coupon (%) | 3.61 | - |
| Average Yield To Worst (%) | 4.36 | 0.53 |
| Average Yield To Maturity (%) | 4.40 | 0.53 |
| Number of Issues | 226 | - |
Quality Allocation As of 3/31/2022
| Quality Rating | Brandywine Global (%) |
| BBB or Higher | 61.5 |
| BB | 16.4 |
| B | 16.6 |
| CCC | 5.1 |
| CC | - |
| D | - |
| Not Rated | 0.4 |
Duration Allocation As of 3/31/2022
| Duration Range | Brandywine Global (%) |
| <1 Year | 17.3 |
| 1-3 Years | 23.0 |
| 3-7 Years | 43.4 |
| 7-10 Years | 3.7 |
| 10+ Years | 7.1 |
| No Duration | 5.7 |
Region & Currency Allocation As of 3/31/2022
| Region | Country (%) | Currency (%) |
| Asia-Pacific ex-Japan | 0.3 | 2.1 |
| Emerging Markets | 9.9 | 10.6 |
| Europe ex-Eurozone | 0.8 | 0.9 |
| Eurozone | 1.1 | 4.6 |
| Japan | 0.6 | - |
| Middle East & Africa | 1.6 | - |
| North & Central America | 83.9 | 81.8 |
| Supranational | 0.9 | - |
| Other | 0.9 | - |